Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
This paper establishes stochastic equicontinuity for classes of mixingales. Attention is restricted to Lipschitz-continuous parametric functions. Unlike some other empirical process theory for dependent data, our results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingale difference arrays, strong mixing arrays, and near epoch dependent arrays.
|Date of creation:||Nov 1994|
|Date of revision:|
|Publication status:||published, Econometric Theory, 1996, 12:347-359.|
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